Common risk factors in stock returns in the MENA Region

Research aims: This paper examines risk factors comprising size, value, profitability, investment, momentum and illiquidity to see if they are relevant for the stock markets in the Middle East and North Africa (MENA) region. Design/Methodology/Approach: Stock market data, from January 2007 to Decemb...

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Detalhes bibliográficos
Autor principal: Abadi, Rasha Tawfiq Yousif (author)
Outros Autores: Silva, Florinda (author)
Formato: article
Idioma:eng
Publicado em: 2019
Assuntos:
CAPM
Factor Models
Illiquidity Factor
MENA Market
Social Sciences
Texto completo:http://hdl.handle.net/1822/69298
País:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/69298

Texto Completo

http://hdl.handle.net/1822/69298

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